Linear Feedback of Mean-Field Stochastic Linear Quadratic Optimal Control Problems on Time Scales
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2020, Issue 2020 (31 Dec. 2020), pp.1-11, 11 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2020-05-30
Country of Publication
Egypt
No. of Pages
11
Main Subjects
Abstract EN
This paper addresses a version of the linear quadratic control problem for mean-field stochastic differential equations with deterministic coefficients on time scales, which includes the discrete time and continuous time as special cases.
Two coupled Riccati equations on time scales are given and the optimal control can be expressed as a linear state feedback.
Furthermore, we give a numerical example.
American Psychological Association (APA)
Zhu, Yingjun& Jia, Guangyan. 2020. Linear Feedback of Mean-Field Stochastic Linear Quadratic Optimal Control Problems on Time Scales. Mathematical Problems in Engineering،Vol. 2020, no. 2020, pp.1-11.
https://search.emarefa.net/detail/BIM-1200841
Modern Language Association (MLA)
Zhu, Yingjun& Jia, Guangyan. Linear Feedback of Mean-Field Stochastic Linear Quadratic Optimal Control Problems on Time Scales. Mathematical Problems in Engineering No. 2020 (2020), pp.1-11.
https://search.emarefa.net/detail/BIM-1200841
American Medical Association (AMA)
Zhu, Yingjun& Jia, Guangyan. Linear Feedback of Mean-Field Stochastic Linear Quadratic Optimal Control Problems on Time Scales. Mathematical Problems in Engineering. 2020. Vol. 2020, no. 2020, pp.1-11.
https://search.emarefa.net/detail/BIM-1200841
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1200841